mig_lscv {mig}R Documentation

Least squares cross-validation for MIG density estimation

Description

Given a data matrix over a half-space defined by beta, compute the average using leave-one-out cross validation density minus half the squared density.

Usage

mig_lscv(x, beta, Omega, xsamp, dxsamp, mckern = TRUE)

Arguments

x

n by d matrix of quantiles

beta

d vector \boldsymbol{\beta} defining the half-space through \boldsymbol{\beta}^{\top}\boldsymbol{\xi}>0

Omega

d by d positive definite scale matrix \boldsymbol{\Omega}

xsamp

matrix of points at which to evaluate the integral

dxsamp

density of points

Value

the value of the least square cross-validation criterion


[Package mig version 2.0 Index]